Additive rate model with auxiliary covariates
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Cites work
- scientific article; zbMATH DE number 51427 (Why is no real title available?)
- scientific article; zbMATH DE number 124964 (Why is no real title available?)
- scientific article; zbMATH DE number 1834429 (Why is no real title available?)
- scientific article; zbMATH DE number 1833040 (Why is no real title available?)
- A class of Box-Cox transformation models for recurrent event data
- A semiparametric additive rate model for recurrent events with an informative terminal event
- A semiparametric additive rates model for recurrent event data
- Additive Hazards Regression with Covariate Measurement Error
- Additive-multiplicative rates model for recurrent events
- Analyzing Recurrent Event Data With Informative Censoring
- Auxiliary covariate data in failure time regression
- Conditional Regression Analysis for Recurrence Time Data
- Covariate measurement errors and parameter estimation in a failure time regression model
- Cox's regression model for counting processes: A large sample study
- Estimated pseudopartial-likelihood method for correlated failure time data with auxiliary covariates
- Estimating equations for hazard ratio parameters based on correlated failure time data
- Joint Modeling and Estimation for Recurrent Event Processes and Failure Time Data
- Joint covariate-adjusted score test statistics for recurrent events and a terminal event
- Multivariate failure times regression with a continuous auxiliary covariate
- On the regression analysis of multivariate failure time data
- Semiparametric Regression for the Mean and Rate Functions of Recurrent Events
- Semiparametric Transformation Models with Random Effects for Joint Analysis of Recurrent and Terminal Events
- Semiparametric analysis of the additive risk model
- Some Graphical Displays and Marginal Regression Analyses for Recurrent Failure Times and Time Dependent Covariates
- Some Simple Robust Methods for the Analysis of Recurrent Events
- Towards a general asymptotic theory for Cox model with staggered entry
- Weak convergence and empirical processes. With applications to statistics
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